-98.5%
NVD vs Z
-40.0%
-58.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +5.1% |
| 7D | +28.6% | +0.8% | +27.8% | +29.2% |
| 30D | +73.6% | +5.2% | +68.4% | +77.7% |
| 3M | +70.1% | -17.0% | +87.1% | +59.7% |
| 6M | +53.6% | -22.7% | +76.2% | +40.0% |
| YTD | -7.0% | -56.3% | +49.3% | -33.0% |
| 1Y | -9.0% | -57.7% | +48.7% | -35.2% |
| 3Y | -98.3% | -16.5% | -81.8% | -98.1% |
| All | -98.5% | -40.0% | -58.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling